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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−49.09%
3d Period Avg+51.42%
swing±85.23%
LONG KuCoin · nowSAMSUNGUSDTM
+0.00%
3d avg:−44.47%
SHORT Lighter · nowSAMSUNGUSD-USDC
−49.09%
3d avg:+6.95%
Entry Spread Now
−0.151%
Against youL 200.2100 · S 199.9080−$15.08 if it converges
24h range −0.49%…+0.57% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$23.73
+0.24%
$Avg Daily PnL
+$11.91
+0.1191%
★Best Day
+$18.34
Sep 29
◎Open Interest
⚡Funding APR
+43.47%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.